+237.4%
MP vs PCAR
+160.2%
+77.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.5% | -5.1% |
| 7D | -19.0% | +2.2% | -21.1% | -20.1% |
| 30D | -30.5% | -4.4% | -26.1% | -28.7% |
| 3M | -29.6% | -21.4% | -8.2% | -19.1% |
| 6M | -50.4% | -7.3% | -43.1% | -49.0% |
| YTD | -33.2% | -3.8% | -29.4% | -33.3% |
| 1Y | -38.6% | +6.3% | -44.9% | -42.6% |
| 3Y | +105.5% | +34.4% | +71.1% | +49.4% |
| 5Y | -7.8% | +109.2% | -117.1% | -54.9% |
| All | +237.4% | +160.2% | +77.2% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PCAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling